Several options -
- Remove game content from your server for games you don't own.
(Server installation allow ep1/portal/etc content, without actually owning the game.)
- Purchase AND Install the same games as you have on your server to your local machine.
(Just because you own one of the games the server is trying to load doesn't make it work, you have to have the game installed locally too)
- Enable game content you own
(there is a menu icon of some sort that pops up from main Gmod menu. It's at lower right of screen. Once popped up, you can 'check'box games you own to enable the content)
Those are the biggest 3 options.